Sparse regression with multi-type regularized feature modeling
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Publication:2657005
DOI10.1016/j.insmatheco.2020.11.010zbMath1460.91218arXiv1810.03136OpenAlexW2895600735MaRDI QIDQ2657005
Tom Reynkens, Sander Devriendt, Roel Verbelen, Katrien Antonio
Publication date: 17 March 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.03136
Related Items (8)
MULTI-STATE MODELLING OF CUSTOMER CHURN ⋮ A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS ⋮ Loss amount prediction from textual data using a double GLM with shrinkage and selection ⋮ Mixture Composite Regression Models with Multi-type Feature Selection ⋮ Identifying the determinants of lapse rates in life insurance: an automated Lasso approach ⋮ Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio ⋮ Variable Selection Using a Smooth Information Criterion for Distributional Regression Models ⋮ A non-convex regularization approach for stable estimation of loss development factors
Uses Software
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